Statistical Digital Signal Processing

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created 7 days ago by rbrash
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1

Pade Approximation Matrices

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2

Orthogonality principle

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3

Prony's Method of Modeling a Signal as the Unit Sample Response of a Linear Shift-Invariant System Having p Poles and q Zeros

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4

Shank's Method for finding the Zeros in a Pole-Zero Model

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5

All-Pole Modeling Using Prony's Method

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6

All-Pole Modeling Using the Autocorrelation Method

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7

All-Pole Modeling Using the Covariance Method

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8

Autocorrelation Sequence Equation

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9

Modified Yule Walker Equation

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10

Modified Yule Walker Matrix

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11

Power Spectrum of an ARMA process

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12

Yule-Walker Equation

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13

Yule-Walker Matrix

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14

Levinson-Durbin Recursion

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15

Lattice Filter

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16

Step-Up Recursion

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17

Step-Down Recursion

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18

Inverse Levinson-Durbin Recursion

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19

Schur Recursion

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20

Levinson Recursion

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21

FIR Lattice Filter

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22

Split Lattice Filter

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23

All-Pole Lattice Filter

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24

Three-Multiplier All-Pole Lattice Filter

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25

Lattice Filter with Poles and Zeros

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26

Wiener-Hopf Equations for the FIR Wiener Filter and the Minimum Mean-Square Error

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27

Wiener-Hopf FIR Prediction Matrix

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28

FIR Wiener Lattice Filter

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29

Frequency Response and Minimum Error for Causal Wiener Filter

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30

Frequency Response and Minimum Error for Non-Causal Wiener Filter

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31

Discrete Kalman Filter

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32

Periodogram

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33

Blackman-Tukey

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